Which profile are you logging in as? The profile that says Ubuntu, will take you to Unity and Ubuntu Classic Session will take you to the classic desktop.

All menus are now global, which means they are not attached to the windows, they appear on the top panel.
Btw, the global menus in Unity are hidden by default. You need to hover your mouse over the top panel to make them appear.

For 12.04, you may have to de-install indicator-appmenu. Unfortunately, this then keeps "Ubuntu Desktop" for top-left of your screen rather than the menu itself. I've not found an answer to "do it right" using the Ubuntu shared menu and XMonad.